Browse "MT-Journal Papers(저널논문)" by Subject Risk aversion

Showing results 1 to 3 of 3

1
An intertemporal CAPM with higher-order moments

Fang, Jeewon; Kang, Jangkoo, NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, v.42, pp.314 - 337, 2017-11

2
Empirical risk aversion functions-estimates and assessment of their reliability

Kang B.J.; Kim, Tong Suk, INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, v.17, no.5, pp.1123 - 1138, 2008-12

3
Implied risk aversion and volatility risk premiums

Yoon, SunJoong; Byun, Suk Joon, APPLIED FINANCIAL ECONOMICS, v.22, no.1, pp.59 - 70, 2012-01

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